The observations for the validation were taken from 2015-01-29 to 2023-12-03.

Remember that we have on a daily scale the variables sfcWind, tas, pr, tasmax, tasmin and psl and in a monthly scale clt, rsdt,rsds as a predictors. We also have the month and the daily daylight amount in seconds as a predictors too.

Metric xgboost cnn naive lstm
mae 16.59 20.87 23.54 19.07
cor 0.97 0.95 0.94 0.96
ratio_of_sd 0.96 0.95 0.94 0.97
KGE 0.95 0.93 0.92 0.95
amplitude_mae_monthly 22.37 20.12 32.49 21.40
sign_correlation 0.81 0.75 0.74 0.78
extreme_correlation 1.00 0.77 0.78 0.92
qqplot_mae 3.30 4.71 7.13 2.68
acf_mae 0.05 0.04 0.06 0.04
extremogram_mae 0.02 0.04 0.03 0.03

Plots

Important: Right now we are only estimating the upper tail extremogram. Currently we didn’t find a way to estimate the two tales at the same time. We are using quant = .97